Discussion paper DP20050 The Distributional Effects of Economic Uncertainty Florian Huber Massimiliano Marcellino Tommaso Tornese 13 Mar 2025 Monetary Economics and Fluctuations C11 C30 E3 D31
Discussion paper DP19965 Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer 25 Feb 2025 Monetary Economics and Fluctuations C11 C22 C53 E31 E37
Discussion paper DP19964 Machine Learning the Macroeconomic Effects of Financial Shocks Niko Hauzenberger Florian Huber Karin Klieber Massimiliano Marcellino 25 Feb 2025 Monetary Economics and Fluctuations C11 C30 C45 E3 E44
Discussion paper DP19915 Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs Oriol Gonzalez-Casasus Frank Schorfheide 5 Feb 2025 Monetary Economics and Fluctuations C11 C32 C52 C53
Discussion paper DP19669 Forecasting Natural Gas Prices in Real Time Christiane Baumeister Florian Huber Thomas K. Lee Francesco Ravazzolo 11 Nov 2024 Monetary Economics and Fluctuations C11 C32 C52 Q41 Q47
Discussion paper DP19637 Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects Jesús Fernández-Villaverde Tomohide Mineyama Dongho Song 2 Nov 2024 International Macroeconomics and Finance C11 C33 E00 F01 F2 F4 F6
Discussion paper DP19426 A Bayesian Approach for Inference on Probabilistic Surveys Federico Bassetti Roberto Casarin Marco Del Negro 3 Sep 2024 Monetary Economics and Fluctuations C11 C14 C53 C82 E31 E32 E37
Discussion paper DP19379 Inference for Local Projections Atsushi Inoue Oscar Jordà Guido Kuersteiner 19 Aug 2024 Monetary Economics and Fluctuations Macroeconomics and Growth C11 C12 C22 C32 C44 E17
Discussion paper DP19381 Bayesian Neural Networks for Macroeconomic Analysis Niko Hauzenberger Florian Huber Karin Klieber Massimiliano Marcellino 19 Aug 2024 Monetary Economics and Fluctuations C11 C30 C45 C53 E3 E44
Discussion paper DP19184 Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects Jesús Fernández-Villaverde Tomohide Mineyama Dongho Song 25 Jun 2024 International Macroeconomics and Finance C11 C33 E00 F01 F2 F4 F6
Discussion paper DP19129 Risky Oil: It's All in the Tails Christiane Baumeister Florian Huber Massimiliano Marcellino 3 Jun 2024 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 C53 Q41 Q47
Discussion paper DP19115 Inference for Regression with Variables Generated by AI or Machine Learning Laura Battaglia Tim Christensen Stephen Hansen Szymon Sacher 29 May 2024 Monetary Economics and Fluctuations Organizational Economics C11 C51 C55